教師資料查詢 | 類別: 期刊論文 | 教師: 蔡宗儒TZONG-RU TSAI (瀏覽個人網頁)

標題:Estimating the failure rate of the log-logistic distribution by smooth adaptive and bias-correction methods
學年109
學期2
出版(發表)日期2021/06/01
作品名稱Estimating the failure rate of the log-logistic distribution by smooth adaptive and bias-correction methods
作品名稱(其他語言)
著者Xi Zheng; Jyun-You Chiang; Tzong-Ru Tsai; Shuai Wanga
單位
出版者
著錄名稱、卷期、頁數Computers & Industrial Engineering 156, p.107188
摘要The Log-logistic distribution has successfully earned attention in practical applications due to its good statistical properties. Because the traditional maximum likelihood estimators of the Log-logistic distribution parameters do not have an explicit form and are biased when the sample size is small. Therefore, the estimation and prediction of the failure rate is not well. In this study, we study the quality of the maximum likelihood, asymptotic maximum likelihood and bias-corrected maximum likelihood methods, and propose a smooth adaptive estimation method for estimating the Log-logistic distribution parameters. To reduce the bias of the asymptotic maximum likelihood and smooth adaptive estimators of the Log-logistic distribution parameters, the bias-corrected method is used to improve the asymptotic maximum likelihood and smooth adaptive estimation methods. Two new bias-corrected estimation methods are also proposed to obtain reliable estimates of the Log-logistic distribution parameters. An intensive Monte Carlo simulation study is conducted to evaluate the performance of these estimation methods. Simulation results show that the smooth adaptive and two new bias-corrected estimation methods are more competitive than other competitors. Finally, two real example is used for illustrating the applications of the smooth adaptive, CAML and CSA estimation methods.
關鍵字Log-logistic distribution;Smooth adaptive method;Failure rate;Bias reduction;Maximum likelihood estimation
語言英文(美國)
ISSN0360-8352
期刊性質國外
收錄於SCI;Scopus;
產學合作
通訊作者
審稿制度
國別英國
公開徵稿
出版型式,電子版
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